+379.1%
V vs IDXX
+360.5%
+18.6%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.4% | +1.2% | +1.0% |
| 7D | -1.2% | -5.7% | +4.5% | +0.7% |
| 30D | +3.1% | -11.5% | +14.6% | +7.3% |
| 3M | +16.3% | -9.5% | +25.9% | +19.9% |
| 6M | +20.4% | -16.0% | +36.3% | +26.6% |
| YTD | +6.3% | -25.4% | +31.7% | +16.0% |
| 1Y | +8.7% | -21.8% | +30.5% | +15.8% |
| 3Y | +53.3% | +7.0% | +46.3% | +38.3% |
| 5Y | +71.1% | -26.0% | +97.0% | +74.6% |
| All | +379.1% | +360.5% | +18.6% | +129.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IDXX.
Daily Out/Under-Performance
Portfolio return minus IDXX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IDXX return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded IDXX wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling